+152.6%
EBAY vs BAH
-31.5%
+184.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | -0.4% | -4.3% | +4.0% | +0.1% |
| 30D | -6.3% | -4.5% | -1.9% | -5.9% |
| 3M | -3.3% | -7.6% | +4.3% | -2.6% |
| 6M | +13.5% | -10.6% | +24.1% | +14.6% |
| YTD | +21.2% | -12.6% | +33.7% | +22.4% |
| 1Y | +13.9% | -27.0% | +40.9% | +17.0% |
| All | +152.6% | -31.5% | +184.1% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling